Default Contagion in Financial Networks

By Luca Di Persio, Chiara Benazzoli. 2016

11 citations recorded by the source corpus.

Citations in the corpus

• Recurrent Neural Networks Approach to the Financial Forecast of Google Assets (2017, neutral): “Indeed, the Kalman filter does not have enough features to capture rapid movements of stock prices, particularly in case of financial turbu lence, high volatility regimes and complex, interconnected financial networks, see, e.g., [2], and references therein.”